+143.8%
IBM vs SCCO
+1,104.1%
-960.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.0% |
| 7D | +3.6% | -2.7% | +6.2% | +4.1% |
| 30D | +3.1% | -0.7% | +3.8% | +3.0% |
| 3M | -10.8% | +8.1% | -18.9% | -13.2% |
| 6M | -0.8% | +4.1% | -4.9% | -3.4% |
| YTD | -16.2% | +41.1% | -57.3% | -25.0% |
| 1Y | -2.9% | +95.6% | -98.4% | -20.1% |
| 3Y | +79.8% | +179.3% | -99.4% | +29.7% |
| 5Y | +124.9% | +308.3% | -183.4% | +39.6% |
| All | +143.8% | +1,104.1% | -960.3% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling